16 lines
631 B
Python
16 lines
631 B
Python
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from pandas import DataFrame, Series, to_datetime
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def signals(data: DataFrame) -> Series:
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"""
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Generate long signals based on the day of the week and downward close conditions.
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Returns a Series with 'L' for long signals and 'N' for no signal.
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"""
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date_series = to_datetime(data['Date'], errors = 'coerce')
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monday_or_tuesday = date_series.dt.dayofweek.isin([0, 1])
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lower_past_two_days = (data['Close'] < data['Close'].shift(1)) & (data['Close'].shift(1) < data['Close'].shift(2))
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signals = Series('N', index=data.index)
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signals[monday_or_tuesday & lower_past_two_days] = 'L'
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return signals
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